I have a domain.
It is hosted by GoDaddy.
You have my deepest sympathies.
I need to connect that server and receive some data by executing PHP files.
I am not sure about the components.
Tutorials on internet describes how to control esp8266 from web server which is i do not want.
"Controlling" an ESP8266 from a web server is nothing more than making a request to a web server and responding to something the web server sends back.
If you don't want to respond to what is sent back you don't have to. You just have to make the request. That request can contain whatever you want in the way of data and sensor values.
Also i found arduino uno wifi board/wifi shield but in arduino store, it says: this product is 'retired'.
Yes. It's been replaced with the Arduino WiFi Rev 2, which is a more modern AVR MCU coupled with an ESP32 based WiFi interface.
It's pretty wasteful really, since the WiFi interface is considerably more powerful than the AVR that it's connected to.
So do you recommend any component for this task or should i go with arduino uno wifi?
I'd recommend an ESP32 based board. They're cheap, have direct connection to WiFi, very very powerful, plenty of inbuilt peripherals (unlike the ESP8266), and above all have great software support, examples and tutorials.